Personally I think increaseing the Hammer cost of the Pilgrim to include the cost of a monk is more than enough balance for the short term. it will give the player a choice of Pilgrim vs Settler AND increasing Opportunity costs because of the extra time your not building something else. If you wanted to add a touch more Add a cast time to Pilgrimage. 2 or 3 or 4 turns. tweak that number. Would slow down expansion some. If you like Start it at 4 turns and decrease it over time with certain Technologys. Exploration drops it to 3, Optics to 2... Would also mean you could keep it on the initial settler but would have to use 4 turns to "reroll" your start location.